+59.7%
WM vs SRE
+43.0%
+16.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | +1.2% | -9.2% | +10.4% | +3.9% |
| 30D | +13.1% | -1.9% | +15.0% | +13.6% |
| 3M | +3.6% | -6.5% | +10.2% | +5.4% |
| 6M | +8.1% | -15.2% | +23.3% | +13.0% |
| YTD | +8.9% | -9.5% | +18.4% | +11.5% |
| 1Y | +20.3% | -13.2% | +33.5% | +24.7% |
| 3Y | +46.2% | +19.5% | +26.7% | +31.1% |
| All | +59.7% | +43.0% | +16.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling